As I understand it, cmd.exe is a 32-bit command interpreter (console). command.com is a 16-bit command interpreter, much less capable than cmd.exe.

I don't know of any way to start a version of Windows NT (XP is NT 5.1) that does not run without loading the graphical interface, even if you see what looks like a command-prompt screen. If you hit F8 before Windows loads and select Safe Mode with Command Prompt (or something like that--I don't remember exactly), you'll get a screen that looks like a DOS screen but if you notice, you'll see that the XP desktop loaded first. So it's just like loading XP as usual and choosing Run, cmd and running it full screen.

XP, W2K, and Vista users note: there is no DOS in Windows NT. There is a command prompt, however, from which you can run many very geeky commands.--GrannyGeek

This doesn't really meet your requirement, but maybe the closest thing to it is the recovery console. You can boot into it from the WinXP installation disk (or you can install it as a boot option) and execute dos-like commands without loading the desktop. It's main use, as the name implies, is to recovery a broken system. You can copy files, stop and start services etc. There's a description of it here: http://support.microsoft.com/kb/314058.